+2,166.4%
FIX vs FANG
+238.1%
+1,928.4%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.5% | -3.5% | -2.4% |
| 7D | +3.5% | -0.4% | +3.9% | +3.6% |
| 30D | -3.5% | +2.4% | -5.9% | -4.1% |
| 3M | -11.8% | +4.9% | -16.7% | -13.1% |
| 6M | +17.8% | +12.0% | +5.8% | +13.0% |
| YTD | +73.3% | +37.1% | +36.2% | +56.4% |
| 1Y | +128.1% | +52.3% | +75.8% | +98.4% |
| 3Y | +772.7% | +45.0% | +727.7% | +656.6% |
| 5Y | +2,166.4% | +231.0% | +1,935.5% | +1,356.6% |
| All | +2,166.4% | +238.1% | +1,928.4% | +1,356.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded FANG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling